+42.0%
SOFI vs NSC
+52.4%
-10.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -2.9% |
| 7D | -2.9% | -2.0% | -0.8% | -1.5% |
| 30D | -4.4% | -3.2% | -1.2% | -2.3% |
| 3M | +5.2% | +3.9% | +1.3% | +2.0% |
| 6M | -7.8% | +7.8% | -15.6% | -13.6% |
| YTD | -33.8% | +13.4% | -47.2% | -40.6% |
| 1Y | -33.3% | +20.3% | -53.6% | -42.7% |
| 3Y | +102.7% | +76.1% | +26.6% | +30.2% |
| 5Y | +10.5% | +45.0% | -34.5% | -19.3% |
| All | +42.0% | +52.4% | -10.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling